Journal of Industrial and Management Optimization (JIMO)

A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with probability constraints
Page number are going to be assigned later 2017

doi:10.3934/jimo.2017045      Abstract        References        Full text (348.4K)      

Xianping Wu - School of Mathematical Sciences, South China Normal University, Guangzhou 51061, China (email)
Xun Li - Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China (email)
Zhongfei Li - Department of Finance and Investment, Sun Yat-Sen Business School, Sun Yat-Sen University, Guangzhou 510275, China (email)

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